One I quickly gave up on trying recently was Star Citizen. Failing myself with dumb errors I found out that you need to follow a rather elaborate tutorial. I decided that it was very much not worth it. Not sure how it is possible to fuck it up that badly.
The other I am bummed about is Talos Principle 2. Last time I played at release it worked perfectly. Now it runs so slow that it takes like 10 minutes to even get to the main menu. In the realm of tens of seconds per frame and I am at a loss how to even debug that.
One dumb thing for native (!) Unity games (at least Valheim and Shapez 2) is that they disrespect the default audio output device.
Otherwise, plug and play. It's so nice!
I am exposing docker via tcp in wsl and set the env var on the host to point to it. A bit more manual but if you don't need anything special, it works too.